+67.0%
EWZ vs IT
+93.0%
-26.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.4% |
| 7D | +0.6% | -6.8% | +7.4% | +2.2% |
| 30D | -25.5% | -0.6% | -24.9% | -25.9% |
| 3M | -4.5% | +3.1% | -7.6% | -6.6% |
| 6M | -15.3% | +25.5% | -40.8% | -22.9% |
| YTD | +3.1% | -23.5% | +26.6% | +7.1% |
| 1Y | +1.2% | -16.6% | +17.9% | +2.1% |
| 3Y | +19.3% | -53.1% | +72.4% | +41.3% |
| 5Y | +52.3% | -41.4% | +93.7% | +59.5% |
| 10Y | +67.0% | +90.9% | -23.9% | -1.0% |
| All | +67.0% | +93.0% | -26.0% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling